-51.5%
KTOS vs FRSH
+7.6%
-59.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.8% | +5.5% |
| 7D | -14.6% | -17.7% | +3.2% | -13.3% |
| 30D | -16.3% | -11.0% | -5.4% | -15.5% |
| 3M | -38.9% | +4.5% | -43.3% | -38.6% |
| 6M | -42.9% | +36.2% | -79.2% | -44.3% |
| YTD | -53.8% | -1.1% | -52.6% | -55.9% |
| 1Y | -51.5% | +11.6% | -63.1% | -57.8% |
| All | -51.5% | +7.6% | -59.2% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling